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This is the preliminary program for the 2009 Joint Statistical
Meetings in Washington, DC.
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The views expressed here are those of the individual authors and not necessarily those of the ASA or its board, officers, or staff. Back to main JSM 2009 Program page |
= Applied Session,
= Theme Session,
= Presenter| 15 | Sun, 8/2/09, 2:00 PM - 3:50 PM | CC-143A |
| Nonlinear Time Series in Economics and Finance - Topic Contributed - Papers | ||
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Business and Economic Statistics Section |
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| Organizer(s): Michael Levine, Purdue University | ||
| Chair(s): Bo Li, Purdue University | ||
| 2:05 PM |
Semiparametric Estimation of ARCH(8) Model —  Li (Lily) Wang, The University of Georgia; Jianhua Huang, Texas A&M University; Lijian Yang, Michigan State University
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| 2:25 PM |
Extended Tapered Block Bootstrap for Time Series — Xiaofeng Shao, University of Illinois at Urbana-Champaign
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| 2:45 PM |
Testing the Linearity Hypothesis in Nonlinear Autoregression — Michael Levine, Purdue University
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| 3:05 PM |
Investigating Dependence Between Time Series — Hernando Ombao, Brown University
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| 3:25 PM | Disc: Zhengjun Zhang, University of Wisconsin | |
| 3:45 PM | Floor Discussion | |
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JSM 2009
For information, contact jsm@amstat.org
or phone (888) 231-3473. If you have questions about the Continuing Education program,
please contact the Education Department. |